+112.9%
FOXA vs BHP
+72.0%
+41.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.3% | +7.4% | +2.9% |
| 7D | -3.7% | -3.7% | 0.0% | -3.2% |
| 30D | +5.4% | -0.8% | +6.2% | +5.4% |
| 3M | -3.7% | +7.6% | -11.3% | -5.5% |
| 6M | +12.6% | +20.8% | -8.2% | +7.7% |
| YTD | -10.0% | +50.8% | -60.7% | -18.9% |
| 1Y | +15.0% | +70.9% | -55.9% | +0.2% |
| All | +112.9% | +72.0% | +41.0% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BHP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling